This was a royal jousting tournament being held to celebrate the wedding of Prince William and Kate Middleton - though they hold tournaments regularly throughout the year - and what more regal setting could there be than this most imperial place.

It was commissioned some 300 years ago by Queen Anne as a gift to John Churchill, first Duke of Marlborough, probably Britain's finest military leader.

These days, it is home to the 11th Duke and Duchess, though rather better known as the birthplace of Sir Winston Churchill, probably Britain's finest wartime leader.

The original architect, John Vanbrugh, consciously tried to make it a statement of British supremacy over the French, who Marlborough had defeated in the Battle of Blenheim in 1704, so it was to be - in the words of the official booklet - "a blaze of architectural glory to rival Versailles ... a monument, castle, citadel and private house ... in that order".

I don't know that it rivals Versailles, but Blenheim is certainly a dramatic statement of power and wealth (though, ironically, lack of wealth meant it took 17 years to complete).

The result is 2.8ha of buildings and courts overflowing with statues and fountains, portraits and tapestries, marble columns and carvings, banners and murals designed to celebrate the glory of Britannia.

To get the full effect, you really need to come in by the main gate, down the Great Avenue through the glorious parkland, past the 41m-high Column of Victory with the first duke on top dressed as a Roman general, across the Queen's Pool on the spectacular Grand Bridge and up to the main gates, where you will be met by the full force of the massive facade as Vanbrugh intended.

Unfortunately, that approach isn't available to the ordinary punter, so we entered through what I imagine was once the servants entrance...and emerged into the main courtyard, a huge open space with intimidating palace buildings on three sides and vistas over the lake and grounds on the fourth, bristling with great stone lions (some of them beating up bewildered French cockerels), golden coats of arms, ornate porticos, lofty towers and massive carved doors.

The staterooms which lie behind one of those doors are, if anything, even more imposing.

As with many stately homes, it's hard to imagine that anyone would actually live here, but they must surely have impressed visiting dignitaries. Indeed, after visiting his friend, the fourth duke at Blenheim, King George III is supposed to have said: "We have nothing to equal this."

We spent two hours wandering through the rooms and by the end were almost numb from the lavishness of it all.

My personal favourite was the first stateroom, for its amazing tapestries showing Marlborough at Blenheim, beautiful furnishings, exquisite porcelain and - adding a personal touch - a copy of the legendary letter scribbled by the duke on a tavern bill, the only paper he had to hand, asking his wife to tell the queen "that her army has had a glorious victory".

The inevitable exhibitions on the first duke and his equally notable descendant Winston were a similar delightful mix of the personal - the golden curls cut from Winston's head when he turned 5 - and the grandiose.

But we only had time for a quick look round before everyone was heading for the south lawn where the Royal Joust was about to get underway.

The king rode in escorted by a bevy of squires and ladies-in-waiting. The knights paraded past in their armour, exchanging threats and insults, eager to do battle.

First, they showed their skills attacking the quintain, which is a crosspiece swung on a pole with a small shield on one end and a bag of sand hanging off the other, the aim being to hit the shield while avoiding being dismounted by the bag of sand.

Next, they used their lances to pick up plastic heads from the ground while galloping at high speed.

Two of the knights got into an argument over this and settled their differences with a fight, one armed with mace and shield, the other with axe and shield.

Finally, the jousting began.

The handsome blond knight who my wife liked went up against a stocky dark knight and was dismounted. Good job.

A sword fight followed and he was knocked over again.

Even better job.

Other contests followed, with the knights demonstrating impressive skills, not least in avoiding injury to each other, though there were some pretty solid falls.

Altogether, it seemed like a very appropriate way to celebrate a royal wedding.